In this paper, we obtained Basyian estimators of the shape parameter of the Pareto type I distribution using Bayian method under Generalized square error loss function and Quadratic loss function. In order to get better understanding of our Bayesian analysis we consider non-informative prior for...

In this paper, we obtained Basyian estimators of the shape parameter of the Pareto type I distribution using Bayian method under Generalized square error loss function and Quadratic loss function. In order to get better understanding of our Bayesian analysis we consider non-informative prior for...

Two estimation procedures for the parameters of the multivariate normal distribution, based on the sample characteristic function and having an equivalent basis in terms of density estimation, are presented. The procedures depend on a user-specified index, variation of which produces a response...

Karl Pearson's chi-squared test is widely known and used, both as a goodness-of-fit test for hypothesized distributions or frequencies, and in tests of independence in contingency tables. The test was introduced in Pearson (1900), but the derivation in that paper is almost incomprehensible. Two...